<?xml version="1.0" encoding="utf-8"?>
<bibliography>
  <reference name="BlaSch1973">
    <title>The Pricing of Options and Corporate Liabilities</title>
    <author>Black, Fischer and Myron Scholes</author>
    <publisher>The University of Chicago Press</publisher>
    <link>http://kalx.net/papers/BlaSch1973.pdf</link>
    <!-- 
    journal = {The Journal of Political Economy},
    volume = {81},
    number = {3},
    pages = {637--654},
    url = {http://www.jstor.org/stable/1831029},
    ISSN = {00223808},
    abstract = {If options are correctly priced in the market, it should not be
possible to make sure profits by creating portfolios of long and short position
 in options and their underlying stocks. Using this principle, a theoretical va
uation formula for options is derived. Since almost all corporate liabilities c
n be viewed as combinations of options, the formula and the analysis that led t
 it are also applicable to corporate liabilities such as common stock, corporat
 bonds, and warrants. In particular, the formula can be used to derive the disc
unt that should be applied to a corporate bond because of the possibility of de
ault.},
    year = {1973},
    publisher = {The University of Chicago Press},
    -->
  </reference>
  <reference name="Mer1973">
    <title>Theory of Rational Option Pricing</title>
    <author>Merton, Robert C.</author>
    <publisher>The RAND Corporation</publisher>
    <link>http://kalx.net/papers/Mer1973.pdf</link>
    <!-- 
@article{Mer1973,
     title = {Theory of Rational Option Pricing},
     author = {Merton, Robert C.},
     journal = {The Bell Journal of Economics and Management Science},
     volume = {4},
     number = {1},
     pages = {141--183},
     url = {http://www.jstor.org/stable/3003143},
     ISSN = {00058556},
     year = {1973},
     publisher = {The RAND Corporation},
     copyright = {Copyright  1973 The RAND Corporation},
}    -->
  </reference>
  <reference name="Mer1977">
    <title>On the Pricing of Contingent Claims and the Modigliani-Miller Theorem</title>
    <author>Merton, Robert C.</author>
    <publisher>The RAND Corporation</publisher>
    <link>http://kalx.net/papers/Mer1977.pdf</link>
    <!-- 
    title = {On the Pricing of Contingent Claims and the Modigliani-Miller Theorem},
    author = {Merton, Robert C.},
    journal = {Journal of Financial Economics},
    year = {1977},
    volume = {5},
    number = {3},
    pages = {241--49},
    -->
  </reference>
</bibliography>